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icekontroi
Sep 22nd, 2017
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  1. package RSX;
  2.  
  3. import smile.regression.RandomForest;
  4.  
  5. import java.text.DecimalFormat;
  6. import java.util.ArrayList;
  7. import java.util.Collections;
  8. import java.util.Date;
  9. import java.util.HashMap;
  10.  
  11. public class SimpleForest {
  12.  
  13. static final int nTrees = 500, nNodes = 500, sNodes = 2;
  14.  
  15. static final String data = 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  16.  
  17. public static void main(String[] args) {
  18.  
  19. HashMap<Long, double[]> dataHash = readData(data);
  20.  
  21. Ensemble e = new Ensemble(dataHash);
  22.  
  23. ArrayList<Long> times = new ArrayList<>(dataHash.keySet());
  24.  
  25. Collections.sort(times);
  26.  
  27. DecimalFormat f = new DecimalFormat("#,###,###,##0.000");
  28.  
  29. long now = System.currentTimeMillis();
  30.  
  31. for (long i = 0; i < 7200000; i += 300000) {
  32. System.out.println("Buy price @ " + new Date(now + i) + ": " + f.format(e.getBP(now + i)));
  33. }
  34. }
  35.  
  36. /**
  37. * Single variable prediction forest expressing all variables as a function of only time.
  38. */ static class Ensemble {
  39.  
  40. HashMap<Long, double[]> dataHash;
  41.  
  42. RandomForest BPF, SPF;
  43.  
  44. public Ensemble(HashMap<Long, double[]> data) {
  45.  
  46. double[][] BPX = new double[times.size()][]; double[] BPY = new double[times.size()];
  47. double[][] SPX = new double[times.size()][]; double[] SPY = new double[times.size()];
  48.  
  49. for (int i = 0; i < times.size(); i++) {
  50.  
  51. long time = times.get(i);
  52.  
  53. // info = {BP, SP, BC, SC}
  54.  
  55. double[] info = dataHash.get(time);
  56.  
  57. BPX[i] = new double[] {time};
  58. BPY[i] = info[0];
  59.  
  60. SPX[i] = new double[] {time};
  61. SPY[i] = info[1];
  62. }
  63.  
  64. BPF = new RandomForest(BPX, BPY, nTrees, nNodes, sNodes, 1);
  65. SPF = new RandomForest(SPX, SPY, nTrees, nNodes, sNodes, 1);
  66. }
  67.  
  68. public double getBP(long time) {
  69.  
  70. return BPF.predict(new double[] {time});
  71. }
  72.  
  73. public double getSP(long time) {
  74.  
  75. return SPF.predict(new double[] {time});
  76. }
  77. }
  78.  
  79. static HashMap<Long, double[]> readData(String data) {
  80.  
  81. HashMap<Long, double[]> dataHash = new HashMap<>();
  82.  
  83. String[] elements = data.split("\\{");
  84.  
  85. // ADD DATA TO STORAGE
  86.  
  87. for (String element : elements) {
  88.  
  89. String[] pieces = element.split(":");
  90.  
  91. Long time = null;
  92. Integer BP = null, SP = null, BC = null, SC = null;
  93.  
  94. for (int i = 0; i < pieces.length; i++) {
  95.  
  96. if (time == null && pieces[i].contains("\"ts\"")) {
  97. time = Long.parseLong(pieces[i + 1].split(",")[0].replaceAll("[^\\d.]", "").trim());
  98. } else if (BP == null && pieces[i].contains("\"buyingPrice\"")) {
  99. BP = Integer.parseInt(pieces[i + 1].split(",")[0].replaceAll("[^\\d.]", "").trim());
  100. } else if (SP == null && pieces[i].contains("\"sellingPrice\"")) {
  101. SP = Integer.parseInt(pieces[i + 1].split(",")[0].replaceAll("[^\\d.]", "").trim());
  102. } else if (BC == null && pieces[i].contains("\"buyingCompleted\"")) {
  103. BC = Integer.parseInt(pieces[i + 1].split(",")[0].replaceAll("[^\\d.]", "").trim());
  104. } else if (SC == null && pieces[i].contains("\"sellingCompleted\"")) {
  105. SC = Integer.parseInt(pieces[i + 1].split(",")[0].replaceAll("[^\\d.]", "").trim());
  106. }
  107.  
  108. if (time != null && BP != null && SP != null && BC != null && SC != null) {
  109.  
  110. if (System.currentTimeMillis() - time > 0) {
  111.  
  112. dataHash.put(time, new double[] {BP, SP, BC, SC});
  113. }
  114.  
  115. break;
  116. }
  117. }
  118. }
  119.  
  120. return dataHash;
  121. }
  122. }
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